AKIKO YAMANE

Last Updated :2024/04/03

Affiliations, Positions
Graduate School of Humanities and Social Sciences, Associate Professor
E-mail
yamaneakhiroshima-u.ac.jp
Self-introduction
My research interests are in the areas of theoretical and empirical asset pricing.

Basic Information

Academic Degrees

  • Doctor of Economics, Osaka University
  • Master of Economics, Osaka University

Educational Activity

  • [Bachelor Degree Program] School of Economics : Economics : Economic Analysis
  • [Bachelor Degree Program] School of Economics : Economics : Economics and Management
  • [Master's Program] Graduate School of Humanities and Social Sciences : Division of Humanities and Social Sciences : Economics Program
  • [Doctoral Program] Graduate School of Humanities and Social Sciences : Division of Humanities and Social Sciences : Economics Program

Research Fields

  • Social sciences;Economics;Money / Finance

Research Keywords

  • asset pricing

Educational Activity

Course in Charge

  1. 2024, Liberal Arts Education Program1, Second Semester, Introduction to Economics
  2. 2024, Undergraduate Education, 2Term, Financial Economics 3
  3. 2024, Undergraduate Education, Year, Seminar
  4. 2024, Undergraduate Education, Year, Bachelor's Thesis
  5. 2024, Graduate Education (Master's Program) , Second Semester, Topics in Financial Markets
  6. 2024, Graduate Education (Doctoral Program) , Academic Year, Special Topics
  7. 2024, Graduate Education (Master's Program) , Academic Year, Special Topics
  8. 2024, Graduate Education (Master's Program) , Second Semester, Special Seminar on Economics Program

Research Activities

Academic Papers

  1. The value effect: consumption-based capital asset pricing model (CCAPM) and implied equity duration, Security analysts journal, 48(12), 39-46, 201012
  2. Value premium and implied equity duration in the Japanese stock market, Journal of International Financial Markets, Institutions & Money, 39, 102-121, 201511
    Link to Paper Search Results by DOI
  3. An Empirical Study on Consumption Based Asset Pricing Models with Habit Formation: An Application to Value Effects, 3-23, 200909
  4. Cash flow beta and value premium, NFA Annual Conference 2014 Proceedings, 201405

Invited Lecture, Oral Presentation, Poster Presentation

  1. Implied Equity Duration: Lessons from Japanese Financial Crises, Akiko Yamane, Yuichi Fukuta, NFA the 5th Fall Conference, 2023/11/11, Without Invitation, Japanese
  2. Cash flow beta and value premium, Akiko Yamane, Yuichi Fukuta, NFA Annual Conference 2014, 2014/05/31, Without Invitation, Japanese
  3. Value Premium and Implied Equity Duration in the Japanese Stock Market, Akiko Yamane, Yuichi Fukuta, NFA Annual Conference 2010, 2010/05/22, Without Invitation, Japanese

External Funds

Acceptance Results of Competitive Funds

  1. KAKENHI(Grant-in-Aid for Scientific Research (C)), 2020, 2022
  2. KAKENHI, 2012, 2014
    Permalink
  3. KAKENHI, The value premium in the Japanese stock market : an empirical analysis, 2010, 2011
    Permalink

Social Activities

Organizing Academic Conferences, etc.

  1. NFA the 5th Fall Conference, Program Committee, 2023/11
  2. NFA The 31st Annual Conference, Program Committee, 2023/05
  3. Nippon Finance Association The 3rd Fall Conference, program committee, 2021/11
  4. Nippon Finance Association The 1st Fall Conference, program committee, 2019/11
  5. The 30th Asian Finance Association Annual Meeting, Review Committee, 2018/06

History as Peer Reviews of Academic Papers

  1. 2023, Asia-Pacific Financial Markets, Others, Reviewer, 1
  2. 2023, Japanese Journal of Monetary and Financial Economics, Others, Reviewer, 1
  3. 2022, Japan and the World Economy, Others, Reviewer, 1
  4. 2022, Journal of Strategic Monagement Studies, Others, Reviewer, 1
  5. 2022, International Review of Economics and Finance, Others, reviewer, 1
  6. 2019, Asia-Pacific Financial Markets, Others, reviewer, 1
  7. 2018, Gendai Finance, Others, Reviewer, 1